Start with the fastball - it's the basis upon which all else is built. You learn to feel the arm circle and eventually learn to trust in what your arm will naturally do - whip or internally rotate. From there it is either the drop ball or change up - the drop is just applying more top spin to your fastball (my daughter's pitching coach often said one's drop ball can be faster that one's fast ball) and the change is killing the whip in your fastball. The curve is a good pitch to pursue next - though the finish is by the belly button. Rise is tough, and can take some time to master - a minimum speed is required to induce the ball to move.

Screwball is a tough one - and one to weigh carefully. It deviates from the form that you've built off your fastball - your foundational pitch. My daughter's former coach avoided teaching her the screwball precisely because it can undo all that you've achieved.

What one can certainly do though is practice the hand movement of a curve ball/drop ball/rise ball without actually throwing it. It's an excellent way to develop the dexterity necessary to throw the pitch in the future. Something I wish I had encouraged my daughter to do.